+202.6%
AON vs SPG
+64.3%
+138.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -5.9% | -2.2% | -3.7% | -5.4% |
| 30D | -13.7% | -5.8% | -7.9% | -12.6% |
| 3M | -8.3% | -2.8% | -5.5% | -7.7% |
| 6M | -3.6% | +8.9% | -12.5% | -5.4% |
| YTD | -12.4% | +14.3% | -26.6% | -14.8% |
| 1Y | -14.6% | +19.5% | -34.1% | -17.8% |
| 3Y | -5.7% | +106.9% | -112.6% | -19.5% |
| 5Y | +9.1% | +108.7% | -99.6% | -8.0% |
| All | +202.6% | +64.3% | +138.3% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling